NO.PZ2018070201000094
问题如下:
Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:
选项:
A.Security A has the least amount of market risk.
B.Security B has the least amount of market risk.
C.Security C has the least amount of market risk.
解释:
B is correct.
The beta value of security A is1.4
The beta value of security B is 1.33
The beta value of security C is1.5
Security B has the lowest beta value, therefore, it has the lowest amount of market risk.
Market Risk 难道不应该指的是系统性风险吗? 比如加息等。我看了看别的同学问的问题,我觉得助教回答不是很靠谱,“这道题的市场风险就是非系统性风险”。 是教材里面明确这么写的吗(Market Risk = B)?如果是的话那我会改变我的立场,如果教材里没有明确写,我会觉得加息等行为是市场风险。